-2.4%
TJX vs YUM
+9.8%
-12.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.1% | -4.2% |
| 7D | -2.0% | +7.5% | -9.4% | -4.1% |
| 30D | +1.1% | +18.8% | -17.6% | -3.8% |
| 3M | -13.1% | +9.6% | -22.6% | -15.3% |
| 6M | -10.0% | +9.0% | -19.0% | -12.5% |
| YTD | -8.9% | +11.4% | -20.3% | -12.3% |
| 1Y | -2.4% | +13.3% | -15.7% | -6.0% |
| All | -2.4% | +9.8% | -12.1% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded YUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling